+1,585.0%
NTAP vs FTI
+1,779.9%
-194.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.2% |
| 7D | +7.2% | +4.3% | +2.9% | +5.7% |
| 30D | -18.4% | -4.7% | -13.7% | -17.2% |
| 3M | -11.3% | -13.5% | +2.2% | -7.2% |
| 6M | +53.8% | -8.7% | +62.5% | +57.3% |
| YTD | +72.0% | +49.0% | +23.0% | +48.9% |
| 1Y | +68.0% | +54.0% | +14.0% | +43.8% |
| 3Y | +149.5% | +211.6% | -62.1% | +63.9% |
| 5Y | +125.6% | +881.9% | -756.3% | -7.0% |
| 10Y | +583.1% | +188.1% | +395.0% | +262.1% |
| All | +1,585.0% | +1,779.9% | -194.8% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling